+52.6%
MLM vs MNDY
-55.5%
+108.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -2.0% | -17.9% | +15.9% | -0.1% |
| 30D | +9.5% | -9.0% | +18.5% | +10.4% |
| 3M | -4.7% | -10.4% | +5.6% | -4.3% |
| 6M | -10.7% | +7.0% | -17.7% | -12.5% |
| YTD | -16.6% | -47.8% | +31.2% | -12.2% |
| 1Y | -15.4% | -51.6% | +36.2% | -10.3% |
| 3Y | +15.9% | -45.0% | +61.0% | +16.4% |
| 5Y | +27.1% | -78.8% | +106.0% | +25.6% |
| All | +52.6% | -55.5% | +108.1% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MNDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling